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The lifetime of conditioned Brownian motion. (English) Zbl 0506.60071


MSC:

60J45 Probabilistic potential theory
60J65 Brownian motion
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[1] Chow, Y. S.; Teicher, H., Probability Theory (1978), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0399.60001
[2] Chung, K. L., Lectures from Brownian motion to Markov processes (1982), Berlin-Heidelberg-New York: Springer, Berlin-Heidelberg-New York · Zbl 0503.60073
[3] Doob, J. L., Conditional Brownian motion and the boundary limits of harmonic functions, Bull. Soc. Math. France, 85, 431-458 (1957) · Zbl 0097.34004
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